+916.7%
APO vs JBL
+1,558.3%
-641.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.0% | -4.2% | -1.6% |
| 7D | -3.5% | +2.4% | -5.9% | -4.7% |
| 30D | -6.6% | -13.1% | +6.6% | -0.6% |
| 3M | -3.3% | -15.6% | +12.3% | +3.2% |
| 6M | +22.6% | +24.6% | -2.0% | +5.3% |
| YTD | -9.8% | +39.6% | -49.4% | -27.7% |
| 1Y | -3.9% | +48.6% | -52.5% | -26.5% |
| 3Y | +52.5% | +197.3% | -144.8% | -25.1% |
| 5Y | +134.0% | +413.0% | -279.0% | -17.5% |
| All | +916.7% | +1,558.3% | -641.7% | +106.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded JBL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling